+4.8%
INDA vs BG
+88.4%
-83.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | -3.6% | +3.7% | -7.3% | -3.9% |
| 30D | -4.0% | +12.3% | -16.3% | -4.7% |
| 3M | +1.7% | -2.2% | +3.9% | +1.8% |
| 6M | -3.6% | +5.3% | -9.0% | -4.2% |
| YTD | -11.0% | +42.4% | -53.4% | -14.0% |
| 1Y | -9.5% | +55.2% | -64.7% | -13.4% |
| 3Y | +7.6% | +21.0% | -13.3% | +5.1% |
| 5Y | +4.8% | +87.1% | -82.4% | -7.1% |
| All | +4.8% | +88.4% | -83.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling